-10.8%
BAX vs RNG
+327.7%
-338.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.5% |
| 7D | -1.1% | +5.8% | -6.9% | -1.8% |
| 30D | -5.5% | +19.6% | -25.1% | -7.4% |
| 3M | +33.5% | +67.0% | -33.5% | +25.2% |
| 6M | +35.9% | +88.4% | -52.5% | +24.7% |
| YTD | +35.4% | +155.5% | -120.1% | +18.6% |
| 1Y | +9.8% | +141.7% | -131.9% | -3.4% |
| 3Y | -32.7% | +131.1% | -163.8% | -42.0% |
| 5Y | -65.6% | -70.6% | +5.0% | -64.1% |
| 10Y | -34.9% | +228.2% | -263.1% | -52.1% |
| All | -10.8% | +327.7% | -338.5% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling